-11.3%
CTSH vs EWZ
+50.2%
-61.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.3% |
| 7D | -5.5% | +5.6% | -11.1% | -6.6% |
| 30D | +4.5% | +9.3% | -4.7% | +2.5% |
| 3M | +13.7% | +15.7% | -2.0% | +9.6% |
| 6M | -8.4% | +7.4% | -15.8% | -10.4% |
| YTD | -26.5% | +22.7% | -49.2% | -31.6% |
| 1Y | -13.9% | +36.4% | -50.3% | -23.1% |
| 3Y | -11.3% | +50.4% | -61.7% | -24.5% |
| All | -11.3% | +50.2% | -61.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling